It stands for constant maturity credit default swap. It is a credit default swap that provides a hedge against default…
An optional provision in a credit default swap agreement which allows a grace period to a potential credit event in order…
The price of protection that is extended by a protection seller to a protection buyer in a credit default swap...
It stands for first-loss credit default swap; a credit default swap (CDS) that protects its buyer (the long) from losses…
It stands for credit-linked note. A credit-linked hybrid that combines a note with a credit default swap. The face value…
The party that is charged with the task of calculating the amounts payable under a swap agreement or the value…
A forward contract whose underlying is a credit default swap (CDS). It is a contract to take a buyer’s position…
It stands for recovery lock CDS; a credit default swap (CDS) entails the exchange of a floating recovery amount for…
A credit default swap (CDS) in which the reference entity is not a third party. More specifically, the credit risk...
A credit default swap (CDS) that is linked to a basket of credit derivatives. This swap works primarily as if...
